Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-09-29 0.310076 0.337142 0.366328 0.400284 0.438888 0.481625 0.532816
2024-10-06 0.284959 0.320639 0.361077 0.410731 0.470665 0.541462 0.632626
2024-10-13 0.258971 0.298587 0.345122 0.404592 0.479727 0.573130 0.700736
2024-10-20 0.239453 0.281656 0.332723 0.400229 0.488957 0.604387 0.770900
2024-10-27 0.221374 0.264650 0.318302 0.391252 0.490416 0.624630 0.827906
2024-11-03 0.213787 0.259961 0.318695 0.401005 0.517091 0.681328 0.944458
2024-11-10 0.210102 0.259800 0.324650 0.418357 0.555639 0.759193 1.105993
2024-11-17 0.202189 0.253375 0.321545 0.422539 0.575242 0.810869 1.234560
2024-11-24 0.192906 0.244428 0.314225 0.419830 0.583885 0.846015 1.340801
2024-12-01 0.181366 0.231687 0.300727 0.406845 0.575122 0.851334 1.393088
2024-12-08 0.171166 0.220265 0.288402 0.394647 0.566339 0.855319 1.443190
2024-12-15 0.166627 0.216541 0.286882 0.398724 0.584219 0.907583 1.600698
2024-12-22 0.159833 0.209772 0.281248 0.397183 0.594713 0.952047 1.762768
2024-12-29 0.156125 0.207215 0.281645 0.405183 0.622423 1.033267 2.033520
2025-01-05 0.148839 0.198996 0.272923 0.397514 0.621316 1.057677 2.174565
2025-01-12 0.142686 0.192148 0.265894 0.392085 0.623672 1.089537 2.346429
2025-01-19 0.136070 0.184291 0.256851 0.382544 0.617268 1.101775 2.468620
2025-01-26 0.134001 0.183218 0.258413 0.391372 0.647115 1.199063 2.885425
2025-02-02 0.133577 0.184617 0.263970 0.407656 0.693819 1.345591 3.548894
2025-02-09 0.130627 0.181917 0.262648 0.411338 0.715065 1.435189 4.070108
2025-02-16 0.126625 0.177369 0.258002 0.408479 0.722009 1.489574 4.488585
2025-02-23 0.121064 0.170124 0.248490 0.395813 0.706203 1.480051 4.621887
2025-03-02 0.115967 0.163450 0.239673 0.383957 0.691167 1.470541 4.755508